+45.3%
GSK vs COMP
-18.6%
+63.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.4% | +6.8% | -0.4% |
| 7D | +5.2% | +7.2% | -2.0% | +5.0% |
| 30D | +10.2% | +6.4% | +3.8% | +10.0% |
| 3M | -0.9% | -19.4% | +18.5% | -0.5% |
| 6M | +3.5% | +14.6% | -11.1% | +3.0% |
| YTD | +7.2% | -5.5% | +12.7% | +6.8% |
| 1Y | +12.0% | +13.7% | -1.6% | +11.2% |
| 3Y | +67.3% | +409.7% | -342.4% | +60.0% |
| 5Y | +45.3% | -17.0% | +62.3% | +43.2% |
| All | +45.3% | -18.6% | +63.9% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling